Dataset statistics
| Number of variables | 9 |
|---|---|
| Number of observations | 485 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 34.2 KiB |
| Average record size in memory | 72.3 B |
Variable types
| DateTime | 1 |
|---|---|
| Numeric | 8 |
fear_and_greed_index is highly overall correlated with fear_and_greed_slope_21 and 4 other fields | High correlation |
fear_and_greed_slope_3 is highly overall correlated with fear_and_greed_slope_8 | High correlation |
fear_and_greed_slope_8 is highly overall correlated with fear_and_greed_slope_3 and 1 other fields | High correlation |
fear_and_greed_slope_21 is highly overall correlated with fear_and_greed_index and 5 other fields | High correlation |
fear_and_greed_ma_3 is highly overall correlated with fear_and_greed_index and 4 other fields | High correlation |
fear_and_greed_ma_8 is highly overall correlated with fear_and_greed_index and 4 other fields | High correlation |
fear_and_greed_ma_21 is highly overall correlated with fear_and_greed_index and 4 other fields | High correlation |
sz_close is highly overall correlated with fear_and_greed_index and 4 other fields | High correlation |
trade_date has unique values | Unique |
Reproduction
| Analysis started | 2022-12-11 11:34:16.141988 |
|---|---|
| Analysis finished | 2022-12-11 11:34:25.589049 |
| Duration | 9.45 seconds |
| Software version | pandas-profiling vv3.5.0 |
| Download configuration | config.json |
trade_date
Date
| Distinct | 485 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 3.9 KiB |
| Minimum | 2020-12-11 00:00:00 |
|---|---|
| Maximum | 2022-12-09 00:00:00 |
Histogram with fixed size bins (bins=50)
fear_and_greed_index
Real number (ℝ)
| Distinct | 435 |
|---|---|
| Distinct (%) | 89.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 49.712953 |
| Minimum | 1.893 |
|---|---|
| Maximum | 98.107 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | 1.893 |
|---|---|
| 5-th percentile | 6.96298 |
| Q1 | 24.7737 |
| median | 47.6543 |
| Q3 | 74.2387 |
| 95-th percentile | 91.34154 |
| Maximum | 98.107 |
| Range | 96.214 |
| Interquartile range (IQR) | 49.465 |
Descriptive statistics
| Standard deviation | 27.555524 |
|---|---|
| Coefficient of variation (CV) | 0.55429264 |
| Kurtosis | -1.2580547 |
| Mean | 49.712953 |
| Median Absolute Deviation (MAD) | 24.6091 |
| Skewness | 0.0030020432 |
| Sum | 24110.782 |
| Variance | 759.3069 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 34.9794 | 3 | 0.6% |
| 38.0247 | 3 | 0.6% |
| 70.7819 | 2 | 0.4% |
| 22.6337 | 2 | 0.4% |
| 48.4774 | 2 | 0.4% |
| 21.3992 | 2 | 0.4% |
| 53.9918 | 2 | 0.4% |
| 42.2222 | 2 | 0.4% |
| 83.0453 | 2 | 0.4% |
| 55.7202 | 2 | 0.4% |
| Other values (425) | 463 |
| Value | Count | Frequency (%) |
| 1.893 | 1 | |
| 2.4691 | 1 | |
| 2.716 | 1 | |
| 2.7984 | 1 | |
| 2.8807 | 1 | |
| 3.0453 | 1 | |
| 3.2099 | 1 | |
| 3.3745 | 1 | |
| 3.7037 | 1 | |
| 4.0329 | 1 |
| Value | Count | Frequency (%) |
| 98.107 | 1 | |
| 97.1193 | 1 | |
| 96.8724 | 2 | |
| 95.8848 | 1 | |
| 95.8025 | 1 | |
| 95.7202 | 1 | |
| 95.6379 | 1 | |
| 95.3909 | 1 | |
| 94.8148 | 1 | |
| 94.6502 | 1 |
fear_and_greed_slope_3
Real number (ℝ)
| Distinct | 444 |
|---|---|
| Distinct (%) | 91.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.031281237 |
| Minimum | -20.960233 |
|---|---|
| Maximum | 19.6159 |
| Zeros | 1 |
| Zeros (%) | 0.2% |
| Negative | 250 |
| Negative (%) | 51.5% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | -20.960233 |
|---|---|
| 5-th percentile | -8.3950667 |
| Q1 | -2.5788667 |
| median | -0.21946667 |
| Q3 | 2.9081 |
| 95-th percentile | 8.9711733 |
| Maximum | 19.6159 |
| Range | 40.576133 |
| Interquartile range (IQR) | 5.4869667 |
Descriptive statistics
| Standard deviation | 5.3782586 |
|---|---|
| Coefficient of variation (CV) | 171.93241 |
| Kurtosis | 2.1857273 |
| Mean | 0.031281237 |
| Median Absolute Deviation (MAD) | 2.7434667 |
| Skewness | -0.25949324 |
| Sum | 15.1714 |
| Variance | 28.925665 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| -0.9328 | 6 | 1.2% |
| 0.631 | 3 | 0.6% |
| 1.1797 | 3 | 0.6% |
| -1.893 | 3 | 0.6% |
| -4.142666667 | 2 | 0.4% |
| 2.386833333 | 2 | 0.4% |
| -0.4115333333 | 2 | 0.4% |
| 3.182433333 | 2 | 0.4% |
| -8.395066667 | 2 | 0.4% |
| 5.459533333 | 2 | 0.4% |
| Other values (434) | 458 |
| Value | Count | Frequency (%) |
| -20.96023333 | 1 | |
| -20.30176667 | 1 | |
| -19.17696667 | 1 | |
| -18.43623333 | 1 | |
| -17.61316667 | 1 | |
| -15.9122 | 1 | |
| -15.77503333 | 1 | |
| -15.5281 | 1 | |
| -15.39096667 | 1 | |
| -12.94926667 | 1 |
| Value | Count | Frequency (%) |
| 19.6159 | 1 | |
| 16.98216667 | 1 | |
| 16.10426667 | 1 | |
| 15.7476 | 1 | |
| 15.00686667 | 1 | |
| 14.95196667 | 1 | |
| 12.7572 | 1 | |
| 12.6749 | 1 | |
| 12.64746667 | 1 | |
| 12.5926 | 1 |
fear_and_greed_slope_8
Real number (ℝ)
| Distinct | 452 |
|---|---|
| Distinct (%) | 93.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.055088789 |
| Minimum | -8.1069875 |
|---|---|
| Maximum | 8.467075 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 241 |
| Negative (%) | 49.7% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | -8.1069875 |
|---|---|
| 5-th percentile | -5.2510275 |
| Q1 | -1.4917625 |
| median | 0.0514375 |
| Q3 | 1.656375 |
| 95-th percentile | 4.820995 |
| Maximum | 8.467075 |
| Range | 16.574063 |
| Interquartile range (IQR) | 3.1481375 |
Descriptive statistics
| Standard deviation | 2.8809177 |
|---|---|
| Coefficient of variation (CV) | 52.295898 |
| Kurtosis | 0.52238182 |
| Mean | 0.055088789 |
| Median Absolute Deviation (MAD) | 1.5535 |
| Skewness | -0.16393787 |
| Sum | 26.718063 |
| Variance | 8.2996868 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0.9773625 | 9 | 1.9% |
| -0.7716125 | 3 | 0.6% |
| 0.236625 | 3 | 0.6% |
| -0.1543125 | 2 | 0.4% |
| 0.56585 | 2 | 0.4% |
| -0.1646125 | 2 | 0.4% |
| 1.08025 | 2 | 0.4% |
| 3.8786 | 2 | 0.4% |
| 4.1255125 | 2 | 0.4% |
| -0.7818875 | 2 | 0.4% |
| Other values (442) | 456 |
| Value | Count | Frequency (%) |
| -8.1069875 | 1 | |
| -7.952675 | 1 | |
| -7.89095 | 1 | |
| -7.7572 | 1 | |
| -7.685175 | 1 | |
| -7.561725 | 1 | |
| -7.438275 | 1 | |
| -7.263375 | 1 | |
| -7.0679 | 1 | |
| -7.0576125 | 1 |
| Value | Count | Frequency (%) |
| 8.467075 | 1 | |
| 7.7880625 | 1 | |
| 7.438275 | 1 | |
| 7.3353875 | 1 | |
| 6.9238625 | 1 | |
| 6.790125 | 1 | |
| 6.697525 | 1 | |
| 6.440325 | 1 | |
| 6.1522625 | 1 | |
| 6.1111125 | 1 |
fear_and_greed_slope_21
Real number (ℝ)
| Distinct | 443 |
|---|---|
| Distinct (%) | 91.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.070684104 |
| Minimum | -3.8056048 |
|---|---|
| Maximum | 4.0917143 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 229 |
| Negative (%) | 47.2% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | -3.8056048 |
|---|---|
| 5-th percentile | -2.6556933 |
| Q1 | -1.1992952 |
| median | 0.14500952 |
| Q3 | 1.3011952 |
| 95-th percentile | 2.7113448 |
| Maximum | 4.0917143 |
| Range | 7.897319 |
| Interquartile range (IQR) | 2.5004905 |
Descriptive statistics
| Standard deviation | 1.6174974 |
|---|---|
| Coefficient of variation (CV) | 22.883468 |
| Kurtosis | -0.53984555 |
| Mean | 0.070684104 |
| Median Absolute Deviation (MAD) | 1.1679429 |
| Skewness | -0.01840516 |
| Sum | 34.28179 |
| Variance | 2.6162979 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1.301195238 | 22 | 4.5% |
| -0.2312380952 | 2 | 0.4% |
| 1.391338095 | 2 | 0.4% |
| -1.136585714 | 2 | 0.4% |
| 1.324709524 | 2 | 0.4% |
| 1.269838095 | 2 | 0.4% |
| 0.6153238095 | 2 | 0.4% |
| -1.211052381 | 2 | 0.4% |
| 0.6662761905 | 2 | 0.4% |
| 0.2077238095 | 2 | 0.4% |
| Other values (433) | 445 |
| Value | Count | Frequency (%) |
| -3.805604762 | 1 | |
| -3.53517619 | 1 | |
| -3.51557619 | 1 | |
| -3.48422381 | 1 | |
| -3.468547619 | 1 | |
| -3.413680952 | 1 | |
| -3.38232381 | 1 | |
| -3.2961 | 1 | |
| -3.252990476 | 1 | |
| -3.237309524 | 1 |
| Value | Count | Frequency (%) |
| 4.091714286 | 1 | |
| 3.919266667 | 1 | |
| 3.836957143 | 1 | |
| 3.699785714 | 1 | |
| 3.656671429 | 1 | |
| 3.629238095 | 1 | |
| 3.578285714 | 1 | |
| 3.539095238 | 1 | |
| 3.460709524 | 1 | |
| 3.425438095 | 1 |
fear_and_greed_ma_3
Real number (ℝ)
| Distinct | 473 |
|---|---|
| Distinct (%) | 97.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 49.678051 |
| Minimum | 2.9355333 |
|---|---|
| Maximum | 96.3786 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | 2.9355333 |
|---|---|
| 5-th percentile | 9.16872 |
| Q1 | 26.886167 |
| median | 48.3402 |
| Q3 | 73.251033 |
| 95-th percentile | 91.127587 |
| Maximum | 96.3786 |
| Range | 93.443067 |
| Interquartile range (IQR) | 46.364867 |
Descriptive statistics
| Standard deviation | 26.73315 |
|---|---|
| Coefficient of variation (CV) | 0.53812799 |
| Kurtosis | -1.2309552 |
| Mean | 49.678051 |
| Median Absolute Deviation (MAD) | 23.813467 |
| Skewness | 0.027646563 |
| Sum | 24093.855 |
| Variance | 714.6613 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 70.04116667 | 3 | 0.6% |
| 74.0192 | 2 | 0.4% |
| 86.8587 | 2 | 0.4% |
| 14.75996667 | 2 | 0.4% |
| 34.54046667 | 2 | 0.4% |
| 29.8491 | 2 | 0.4% |
| 90.8642 | 2 | 0.4% |
| 45.78873333 | 2 | 0.4% |
| 16.81756667 | 2 | 0.4% |
| 73.11386667 | 2 | 0.4% |
| Other values (463) | 464 |
| Value | Count | Frequency (%) |
| 2.935533333 | 1 | |
| 3.209866667 | 1 | |
| 3.264766667 | 1 | |
| 3.5117 | 1 | |
| 3.9506 | 1 | |
| 4.197566667 | 1 | |
| 4.883433333 | 1 | |
| 5.1029 | 1 | |
| 5.377233333 | 1 | |
| 5.596666667 | 1 |
| Value | Count | Frequency (%) |
| 96.3786 | 1 | |
| 96.2963 | 1 | |
| 96.18656667 | 1 | |
| 96.15913333 | 1 | |
| 96.04936667 | 1 | |
| 95.47323333 | 1 | |
| 94.34843333 | 1 | |
| 93.93693333 | 1 | |
| 93.82713333 | 1 | |
| 93.66253333 | 1 |
fear_and_greed_ma_8
Real number (ℝ)
| Distinct | 470 |
|---|---|
| Distinct (%) | 96.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 49.588435 |
| Minimum | 4.166675 |
|---|---|
| Maximum | 94.927975 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | 4.166675 |
|---|---|
| 5-th percentile | 10.841545 |
| Q1 | 28.086425 |
| median | 46.923862 |
| Q3 | 72.037025 |
| 95-th percentile | 89.31894 |
| Maximum | 94.927975 |
| Range | 90.7613 |
| Interquartile range (IQR) | 43.9506 |
Descriptive statistics
| Standard deviation | 25.429812 |
|---|---|
| Coefficient of variation (CV) | 0.51281739 |
| Kurtosis | -1.2316472 |
| Mean | 49.588435 |
| Median Absolute Deviation (MAD) | 23.3642 |
| Skewness | 0.03905241 |
| Sum | 24050.391 |
| Variance | 646.67533 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 71.33745 | 8 | 1.6% |
| 74.115225 | 2 | 0.4% |
| 55.7613125 | 2 | 0.4% |
| 74.156375 | 2 | 0.4% |
| 20.740725 | 2 | 0.4% |
| 31.563775 | 2 | 0.4% |
| 92.4176875 | 2 | 0.4% |
| 41.707825 | 2 | 0.4% |
| 63.67285 | 2 | 0.4% |
| 13.8785875 | 1 | 0.2% |
| Other values (460) | 460 |
| Value | Count | Frequency (%) |
| 4.166675 | 1 | |
| 4.557625 | 1 | |
| 4.7736875 | 1 | |
| 4.79425 | 1 | |
| 4.7942625 | 1 | |
| 4.907425 | 1 | |
| 5.5452875 | 1 | |
| 5.6996 | 1 | |
| 6.0185375 | 1 | |
| 6.3786125 | 1 |
| Value | Count | Frequency (%) |
| 94.927975 | 1 | |
| 94.506175 | 1 | |
| 94.3004125 | 1 | |
| 94.2284 | 1 | |
| 94.1358125 | 1 | |
| 94.084375 | 1 | |
| 94.0329125 | 1 | |
| 93.981475 | 1 | |
| 93.74485 | 1 | |
| 93.25105 | 1 |
fear_and_greed_ma_21
Real number (ℝ)
| Distinct | 464 |
|---|---|
| Distinct (%) | 95.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 49.596676 |
| Minimum | 10.060762 |
|---|---|
| Maximum | 90.507548 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | 10.060762 |
|---|---|
| 5-th percentile | 16.411511 |
| Q1 | 29.265129 |
| median | 48.943762 |
| Q3 | 69.72369 |
| 95-th percentile | 84.72506 |
| Maximum | 90.507548 |
| Range | 80.446786 |
| Interquartile range (IQR) | 40.458562 |
Descriptive statistics
| Standard deviation | 22.752141 |
|---|---|
| Coefficient of variation (CV) | 0.45874326 |
| Kurtosis | -1.2473229 |
| Mean | 49.596676 |
| Median Absolute Deviation (MAD) | 20.050952 |
| Skewness | 0.036367143 |
| Sum | 24054.388 |
| Variance | 517.65991 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 78.2990381 | 21 | 4.3% |
| 71.36586667 | 2 | 0.4% |
| 21.03860952 | 1 | 0.2% |
| 20.62315238 | 1 | 0.2% |
| 22.10855238 | 1 | 0.2% |
| 23.16283333 | 1 | 0.2% |
| 23.57827619 | 1 | 0.2% |
| 23.3392 | 1 | 0.2% |
| 22.67292857 | 1 | 0.2% |
| 22.21829524 | 1 | 0.2% |
| Other values (454) | 454 |
| Value | Count | Frequency (%) |
| 10.0607619 | 1 | |
| 10.12347143 | 1 | |
| 10.1626619 | 1 | |
| 10.55457143 | 1 | |
| 10.76229524 | 1 | |
| 10.89554762 | 1 | |
| 11.0562381 | 1 | |
| 11.16991429 | 1 | |
| 11.37761905 | 1 | |
| 11.38937619 | 1 |
| Value | Count | Frequency (%) |
| 90.50754762 | 1 | |
| 90.13521905 | 1 | |
| 89.64923333 | 1 | |
| 89.09661429 | 1 | |
| 88.72819524 | 1 | |
| 88.7203619 | 1 | |
| 88.72035714 | 1 | |
| 88.26572857 | 1 | |
| 88.19517619 | 1 | |
| 87.94826667 | 1 |
sz_close
Real number (ℝ)
| Distinct | 484 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 3391.5981 |
| Minimum | 2886.43 |
|---|---|
| Maximum | 3715.37 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 3.9 KiB |
Quantile statistics
| Minimum | 2886.43 |
|---|---|
| 5-th percentile | 3041.836 |
| Q1 | 3243.45 |
| median | 3446.98 |
| Q3 | 3556.56 |
| 95-th percentile | 3629.786 |
| Maximum | 3715.37 |
| Range | 828.94 |
| Interquartile range (IQR) | 313.11 |
Descriptive statistics
| Standard deviation | 194.46277 |
|---|---|
| Coefficient of variation (CV) | 0.05733662 |
| Kurtosis | -0.7824873 |
| Mean | 3391.5981 |
| Median Absolute Deviation (MAD) | 142.11 |
| Skewness | -0.56826478 |
| Sum | 1644925.1 |
| Variance | 37815.77 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 3566.38 | 2 | 0.4% |
| 3347.19 | 1 | 0.2% |
| 3167.13 | 1 | 0.2% |
| 2958.28 | 1 | 0.2% |
| 2886.43 | 1 | 0.2% |
| 2928.51 | 1 | 0.2% |
| 3086.92 | 1 | 0.2% |
| 3079.81 | 1 | 0.2% |
| 3151.05 | 1 | 0.2% |
| 3194.03 | 1 | 0.2% |
| Other values (474) | 474 |
| Value | Count | Frequency (%) |
| 2886.43 | 1 | |
| 2893.48 | 1 | |
| 2915.93 | 1 | |
| 2928.51 | 1 | |
| 2958.28 | 1 | |
| 2969.2 | 1 | |
| 2974.15 | 1 | |
| 2975.48 | 1 | |
| 2976.28 | 1 | |
| 2977.56 | 1 |
| Value | Count | Frequency (%) |
| 3715.37 | 1 | |
| 3703.11 | 1 | |
| 3696.17 | 1 | |
| 3693.13 | 1 | |
| 3681.08 | 1 | |
| 3676.59 | 1 | |
| 3675.36 | 1 | |
| 3675.19 | 1 | |
| 3675.02 | 1 | |
| 3673.04 | 1 |
Auto
The auto setting is an interpretable pairwise column metric of the following mapping:- Variable_type-Variable_type : Method, Range
- Categorical-Categorical : Cramer's V, [0,1]
- Numerical-Categorical : Cramer's V, [0,1] (using a discretized numerical column)
- Numerical-Numerical : Spearman's ρ, [-1,1]
This configuration uses the recommended metric for each pair of columns.
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here. A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
| trade_date | fear_and_greed_index | fear_and_greed_slope_3 | fear_and_greed_slope_8 | fear_and_greed_slope_21 | fear_and_greed_ma_3 | fear_and_greed_ma_8 | fear_and_greed_ma_21 | sz_close | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | 2020-12-11 | 70.7819 | -0.932800 | 0.977363 | 1.301195 | 70.041167 | 71.337450 | 78.299038 | 3347.19 |
| 1 | 2020-12-14 | 73.8272 | -0.932800 | 0.977363 | 1.301195 | 70.041167 | 71.337450 | 78.299038 | 3369.12 |
| 2 | 2020-12-15 | 65.5144 | -0.932800 | 0.977363 | 1.301195 | 70.041167 | 71.337450 | 78.299038 | 3367.23 |
| 3 | 2020-12-16 | 67.9835 | -0.932800 | 0.977363 | 1.301195 | 69.108367 | 71.337450 | 78.299038 | 3366.98 |
| 4 | 2020-12-17 | 73.2510 | -0.192067 | 0.977363 | 1.301195 | 68.916300 | 71.337450 | 78.299038 | 3404.87 |
| 5 | 2020-12-18 | 73.6626 | 2.716067 | 0.977363 | 1.301195 | 71.632367 | 71.337450 | 78.299038 | 3394.90 |
| 6 | 2020-12-21 | 81.4815 | 4.499333 | 0.977363 | 1.301195 | 76.131700 | 71.337450 | 78.299038 | 3420.57 |
| 7 | 2020-12-22 | 64.1975 | -3.017833 | 0.977363 | 1.301195 | 73.113867 | 71.337450 | 78.299038 | 3356.78 |
| 8 | 2020-12-23 | 78.6008 | 1.646067 | 0.977363 | 1.301195 | 74.759933 | 72.314813 | 78.299038 | 3382.32 |
| 9 | 2020-12-24 | 71.6049 | -3.292200 | -0.277788 | 1.301195 | 71.467733 | 72.037025 | 78.299038 | 3363.11 |
| trade_date | fear_and_greed_index | fear_and_greed_slope_3 | fear_and_greed_slope_8 | fear_and_greed_slope_21 | fear_and_greed_ma_3 | fear_and_greed_ma_8 | fear_and_greed_ma_21 | sz_close | |
|---|---|---|---|---|---|---|---|---|---|
| 475 | 2022-11-28 | 85.0206 | 0.987667 | -0.051438 | 3.919267 | 84.828533 | 86.604937 | 56.519700 | 3078.55 |
| 476 | 2022-11-29 | 92.0988 | 2.633767 | 0.380662 | 4.091714 | 87.462300 | 86.985600 | 60.611414 | 3149.75 |
| 477 | 2022-11-30 | 91.1111 | 1.947867 | 0.298350 | 3.836957 | 89.410167 | 87.283950 | 64.448371 | 3151.34 |
| 478 | 2022-12-01 | 92.3457 | 2.441700 | -0.030863 | 3.539095 | 91.851867 | 87.253088 | 67.987467 | 3165.47 |
| 479 | 2022-12-02 | 89.7942 | -0.768200 | 0.483538 | 3.401919 | 91.083667 | 87.736625 | 71.389386 | 3156.14 |
| 480 | 2022-12-05 | 94.6502 | 1.179700 | 1.574075 | 3.076619 | 92.263367 | 89.310700 | 74.466005 | 3211.81 |
| 481 | 2022-12-06 | 89.9588 | -0.795633 | 0.720163 | 2.594548 | 91.467733 | 90.030862 | 77.060552 | 3212.53 |
| 482 | 2022-12-07 | 91.3580 | 0.521267 | 0.761312 | 2.712129 | 91.989000 | 90.792175 | 79.772681 | 3199.62 |
| 483 | 2022-12-08 | 89.7119 | -1.646100 | 0.586412 | 2.829705 | 90.342900 | 91.378587 | 82.602386 | 3197.35 |
| 484 | 2022-12-09 | 82.9630 | -2.331933 | -1.141975 | 2.653343 | 88.010967 | 90.236613 | 85.255729 | 3206.95 |